4.00% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAAQRU / Valor: 33686583 / ISIN: CH0336865834

Last update 23.04.2018
  • Bid

    96.90 %
    Volume: 100'000

  • Ask

    97.90 %
    Volume: 100'000

Key figures

Coupon4.00% p.a.
Sideways return7.87% / 5.49% p.a.
Days to expiry510
Trading placeSIX SP Exchange
Settlementphysical
Redemption date23.09.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date14.09.2016
Last trading date16.09.2019
Coupon payment dates21.03.2017, 21.09.2017, 21.03.2018, 21.09.2018, 21.03.2019, 23.09.2019
Barrier touch date--
Expiry16.09.2019
Redemption date23.09.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)29.77%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classHigh (5)
SSPA VaR12.33%
SSPA risk calculated on20.04.2018
1) Prices are Real time.